Hi Rodrigo,
in the minimum you seem to have to declare
equations, not only right hand sites, the basic example from the manual (ref/ItoProcess) is
proc = ItoProcess[\[DifferentialD]x[t] == -x[t] \[DifferentialD]t +
Sqrt[1 + x[t]^2] \[DifferentialD]w[t], x[t], {x, 1}, t,
w \[Distributed] WienerProcess[]]
if you do so, the flavour
ItoProcess[sdeqns, expr, x, t, w \[Distributed] dproc]
represents an Ito process specified by a stochastic differential equations sdeqns, output expression eypr, with state x and time t, driven by w following the process dproc
should work it out. See also the details Common specifications for coefficients a and b include ... I would try to deliver 2 equations to ItoProcess[], at least to be sure.
If you give 0 in the first vector and 1 in the second one this would not really erect a second stochastic differential equation, but rather some trivial expression ... ?
